Professor Kevin Glazebrook
Distinguished Professor of Management Science
Department
Management Science
Teaching
MSc in OR: Introductory Statistics, Stochastic Modelling
Research Interests
My research has ranged widely over Operational Research, Applied Probability and Statistics. A major cohering research theme has concerned the development of simply structured, yet strongly performing policies for decision-making in the context of complex stochastic systems. Within that, I am probably best known for my work on the Gittins index, now widely understood to be an important tool in sequential decision-making. Application areas have included military logistics, screening methods, research planning, optimal exploration, queueing control and reliability.
Member EPSRC Peer Review College, 2000-
Member of the editorial boards of the journals Mathematical Methods of Operations Research, Naval Research Logistics, Operations Research, Queueing Systems
Current Research
Current research focusses primarily on (i) the theory and applications associated with the (famously) intractable class of restless bandit problems, and (ii) the development of operations management policies for multi-location inventory problems. Both research themes have major research council funding.
Research Grants
Current/recent grants held (2003-) include: EPSRC grant GR/S45188/01 (PI:2004-7) for work on restless bandit models (£137,000); EPSRC grant GR/T08562/01 (Co-investigator:2005-7) for work on multi-location inventory systems (£91,000); Office of Naval Research support for visit to the Naval Postgraduate School ($6,000); EPSRC grant EP/E502067/01 (PI:2006-2011) to support the development of a national taught course centre in Operational Research (NATCOR) (£241,052); EPSRC grant EP/E049265/01 (PI:2007-2010) for work on the development of policies for dynamic resource allocation (£257,261); EPSRC grant EP/F033613/1 (Director, 2008-2013) to support the Lancaster contribution to the £13 million LANCS Inititative in Foundational Operational Research (£1.24 million)
View all publications (50)
Journal/Serial (47)
Book (1)
Chapter in Book (1)
Conference (1)
Selected Publications
- Glazebrook KD, Martin S and Mitrani I, forthcoming, 'Dynamic routing among several intermittently available servers', EURO-NGI Conference Proceedings, (IEEE, 2005)
- Archibald TW, Black D and Glazebrook KD, forthcoming, 'The use of simple calibrations of the individual locations in making transhipment decisions in a multi-location inventory network', Journal of the Operational Research Society
- Li D and Glazebrook KD, forthcoming, 'An approximate dynamic programming approach to the development of heuristics for the scheduling of impatient jobs in a clearing system', Naval Research Logistics
- Archibald TW, Black D and Glazebrook KD, 2009, 'An index heuristic for transshipment decisions in multi-location inventory systems based on a pairwise decomposition', European Journal of Operational Research, vol 192, pp 69-78
- Argon NT, Ding L, Glazebrook KD and Ziya S, 2009, 'Dynamic routing of customers with general delay costs', Probability in the Engineering and Informational Sciences, vol 23, pp 175-203
- Archibald TW, Black D and Glazebrook KD, 2009, 'Indexability and index heuristics for a simple class of inventory routing problems', Operations Research, vol 57, pp 314-326
- Glazebrook KD, Kirkbride C and Ouenniche J, 2009, 'Index policies for the admission control and routing of impatient customers to heterogeneous service stations', Operations Research, vol 57, pp 975-989
- Gaver DP, Glazebrook KD and Jacobs PA, 2009, 'Search for a malevolent needle in a benign haystack', in Game Theoretic Risk Analysis of Security Threats, (eds) Bier VM and Naceur Azaiez M, Springer, Berlin, pp 125-146
- Glazebrook KD and Minty RJ, 2009, 'A generalised gittins index for a class of multi-armed bandits with general resource requirements', Mathematics of Operations Research, vol 34, pp 26-44
- Ding L, Glazebrook KD and Kirkbride C, 2008, 'Allocation models and heuristics for the outsourcing of repairs for a dynamic warranty population', Management Science, vol 54(3), pp 594-607
